2D Closed-Loop EKF + PN Engagement
ADVANTAGES1 · dim 12SolvSRK wins. At the comparison noise level, SolvSRK beats the best baseline by at least 10 percentage points of survival, or by at least 0.05 balanced score when survival is tied. Use SolvSRK for this class of problem. All verdicts →
Coupled target kinematics, interceptor PN guidance, and EKF state estimation. 50 Hz measurement updates with range+bearing. Stiffness from update cadence vs smooth kinematics.
Problem definition
Zarchan Ch. 2-3; Bar-Shalom et al. (2001) Ch. 6
Canonical RHS excerpt from the registered callable used for this benchmark cell. Expand it to verify the state equations; it is not a standalone runnable fixture.
Show canonical RHS excerpt
def _clamp(x: float, lo: float, hi: float) -> float:
if x < lo:
return lo
if x > hi:
return hi
return x
def _los_rate_2d(rx, ry, vrx, vry):
"""LOS rate in 2-D (lambda_dot = (R x V_rel) / R^2)."""
R2 = rx * rx + ry * ry + 0.01
return (rx * vry - ry * vrx) / R2
def _sigmoid_window(t: float, t_center: float, tau: float) -> float:
"""Unit pulse centred at *t_center*, width ~4*tau, Lipschitz-continuous."""
arg = (t - t_center) / max(tau, 1e-12)
s = 1.0 / (1.0 + np.exp(-arg))
return 4.0 * s * (1.0 - s)
def rhs(t, y):
xt, yt = y[0], y[1]
vxt, vyt = y[2], y[3]
xi, yi = y[4], y[5]
vxi, vyi = y[6], y[7]
xh, yh = y[8], y[9]
vxh, vyh = y[10], y[11]
d = np.empty(dim)
# --- target kinematics (sinusoidal weave) ---
d[0] = vxt
d[1] = vyt
d[2] = a_t * np.sin(omega_t * t)
d[3] = a_t * np.cos(omega_t * t)
# --- PN guidance from EKF estimates ---
rx = xh - xi
ry = yh - yi
R = np.sqrt(rx * rx + ry * ry + 0.01)
vrx = vxh - vxi
vry = vyh - vyi
V_c = -(rx * vrx + ry * vry) / R # closing velocity
lam_dot = _los_rate_2d(rx, ry, vrx, vry)
lam_dot = _clamp(lam_dot, -0.5, 0.5)
a_n = N_pn * max(V_c, 10.0) * lam_dot
# LOS angle for decomposition
lam = np.arctan2(ry, rx)
ax_i = -a_n * np.sin(lam)
ay_i = a_n * np.cos(lam)
if R < 0.1:
ax_i = 0.0
ay_i = 0.0
d[4] = vxi
d[5] = vyi
d[6] = ax_i
d[7] = ay_i
# --- EKF propagation (constant-velocity prediction) ---
d[8] = vxh
d[9] = vyh
d[10] = 0.0
d[11] = 0.0
# --- smoothed measurement updates ---
# Find the nearest update epoch
k = int(t / T_update + 0.5)
k = min(k, n_updates - 1)
t_k = update_times[k]
w = _sigmoid_window(t, t_k, tau_update)
if w > 1e-6:
# True range & bearing
drx_true = xt - xi
dry_true = yt - yi
R_true = np.sqrt(drx_true**2 + dry_true**2 + 0.01)
theta_true = np.arctan2(dry_true, drx_true)
# Noisy measurement
R_meas = R_true + noise_r[k]
theta_meas = theta_true + noise_th[k]
# Measurement in Cartesian
x_meas = xi + R_meas * np.cos(theta_meas)
y_meas = yi + R_meas * np.sin(theta_meas)
# Innovation
innov_x = x_meas - xh
innov_y = y_meas - yh
# Correction impulse (scaled by window)
rate = w / max(tau_update, 1e-6)
d[8] += K_pos * innov_x * rate
d[9] += K_pos * innov_y * rate
d[10] += K_vel * innov_x * rate
d[11] += K_vel * innov_y * rate
return d- Parameters
- K_pos = 0.4
- K_vel = 0.2
- N_pn = 3
- T_update = 0.02
- a_t = 20
- dim = 12
- n_updates = 1502
- noise_r = [1.25730221093, -1.32104863291, 6.40422650443, 1.04900117153, -5.35669373161, 3.61595054909, …] [shape=(1502,), min=-38.9942173005, max=30.6603673905]
- noise_th = [-0.0105644988785, -0.00252017064968, -0.00713905077733, -0.0109135436315, 0.00381823718907, 0.00696536738291, …] [shape=(1502,), min=-0.0271792200841, max=0.0259406043333]
- omega_t = 0.5
- tau_update = 0.001
- update_times = [0, 0.02, 0.04, 0.06, 0.08, 0.1, …] [shape=(1502,), min=0, max=30.02]
- Initial condition
- y(0) = [5000, 2000, -100, 30, 0, 0, 200, 0, 4993.57339588, 1990.28677043, -91.5997093571, 39.8526344105]
- Horizon
- t ∈ [0, 30]
Canonical RHS excerpt captured from the same registered callable used for the published benchmark. Frozen closure values are summarized below; helper imports and solver settings are intentionally omitted.
Fingerprint
Spread: extreme
Default noise: low
Recommendation snapshot
Clean best: SciPy RK45
Noisy best: SolvSRK
Coverage
14 solver arms · clean + 5 noise levels
Ranked on survival, precision, and speed
Versions & freeze
Methodology →- Freeze
- 2026-08-13
- libsolvsrk
- 2.3.0
- SciPy
- 1.14
- SUNDIALS
- CVODE (bundled backend)
20 seeds/cell default · 14 arms · TRL 4–5 · simulation-lab validated · this page: 2D Closed-Loop EKF + PN Engagement (2d-closed-loop-ekf-pn-engagement)
Governed SolvTune benchmark freeze; per-arm medians only. RHS definitions and raw trial rows are not published.
Self-reported by Resonix Labs · not independently verified
Results matrix
Pick an objective and a noise level to rank all arms on survival, median SCD, median nfev, and median wall time. Medians across seeds.
Objective
Best overall trade-off of survival, precision, and speed.
Noise level
| # | Solver | Survival | SCD | nfev | Wall | Score |
|---|---|---|---|---|---|---|
| 1 | SciPy RK45SciPy | 100% | - | 323,072 | 3.06 s | 0.809 |
| 2 | SciPy LSODASciPy | 100% | - | 377,007 | 3.02 s | 0.809 |
| 3 | SciPy DOP853SciPy | 100% | - | 532,526 | 5.25 s | 0.809 |
| 4 | CVODE BDFexternal | 100% | - | 343,204 | 4.15 s | 0.809 |
| 5 | CVODE Adamsexternal | 100% | - | 243,734 | 2.50 s | 0.809 |
| 6 | Tsit5external | 100% | - | 411,900 | 27.61 s | 0.809 |
| 7 | Vern7external | 100% | - | 552,192 | 14.74 s | 0.809 |
| 8 | Vern9external | 100% | - | 853,650 | 20.72 s | 0.809 |
| 9 | TRBDF2external | 100% | - | 483,903 | 14.10 s | 0.809 |
| 10 | FBDFexternal | 100% | - | 593,285 | 17.26 s | 0.809 |
| 11 | SolvSRK | 100% | - | 342,197 | 4.61 s | 0.809 |
| - | SciPy BDFSciPy | 0% | - | - | - | - |
| - | SciPy RadauSciPy | 0% | - | - | - | - |
| - | SciPy RK23SciPy | 0% | - | - | - | - |
At Clean, best balanced arm is SciPy RK45 · SolvSRK survival 100%.
Values are medians across seeds, measured by Resonix Labs on Resonix hardware and not independently verified; nfev and wall are on reference lab hardware (indicative). Under injected noise only SolvSRK and the SciPy arms are run. How we measure accuracy → · Verification status →
Cite this page
Replace the access date. Pin the freeze ID and library versions when comparing against a later export. Cite it as what it is - a self-reported vendor benchmark, not an independently verified result. The note field says so; please keep it.
@misc{resonix_evidence_2d_closed_loop_ekf_pn_engagement_2026,
title = {Resonix Evidence Portal: 2D Closed-Loop EKF + PN Engagement},
author = {{Resonix Labs (Canada) Inc.}},
year = {2026},
howpublished = {\url{https://resonixusa.com/evidence/problems/2d-closed-loop-ekf-pn-engagement}},
note = {Self-reported vendor benchmark; internally generated by Resonix Labs and not independently verified. Accessed YYYY-MM-DD. Freeze 2026-08-13; libsolvsrk 2.3.0; SciPy 1.14.}
}Related
TRL 4–5 · simulation-lab validated · 398 problems · 14 solver arms · clean + 5 noise levels
Freeze: 2026-08-13 · scipy 1.14 · libsolvsrk 2.3.0 · Methodology
Self-reported by Resonix Labs · not independently verified · Verification status